It means that the internet-based NEXRAD/Radar imagery is having issues, and that you are likely not getting all of it, or perhaps any of it. This way you know that the NEXRAD imagery you are seeing on the map is missing or incomplete. If you have NEXRAD layer turned off, then this warning doesn't really mean to much unless you intend to look at it.
If this is happening to more than just a few users, then the issue could be something messed up on our server, instead of a rare device-specific issue.